Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 65.186450 73.372627 82.842847 94.773360 109.648385 1.279357e+02 152.710234
2024-12-22 51.763449 61.193528 73.039285 89.497338 112.645386 1.456150e+02 199.643314
2024-12-29 47.386764 58.149298 72.569915 94.308625 128.382567 1.845291e+02 298.715879
2025-01-05 42.721799 53.682308 68.996589 93.400253 134.768989 2.112244e+02 400.125038
2025-01-12 38.770182 49.548114 65.071575 90.858487 137.339769 2.319220e+02 513.035789
2025-01-19 35.065761 45.307952 60.356150 86.060054 134.406443 2.399589e+02 604.734993
2025-01-26 34.399269 45.363932 62.089415 92.243839 154.052650 3.112492e+02 1112.659114
2025-02-02 33.885432 45.553275 64.001239 99.089377 177.792705 4.168985e+02 2701.075186
2025-02-09 32.577230 44.364178 63.461518 101.175832 191.590061 5.093224e+02 7392.820189
2025-02-16 30.988620 42.583013 61.694514 100.471236 198.168015 5.846118e+02 30612.399065
2025-02-23 29.594071 41.000053 60.098501 99.833294 204.820202 6.741404e+02 NaN
2025-03-02 27.974310 38.935137 57.452599 96.538864 202.748488 7.154808e+02 NaN
2025-03-09 26.688803 37.420983 55.814061 95.561284 208.736614 8.355376e+02 NaN
2025-03-16 24.964304 35.081080 52.495030 90.398332 199.911200 8.346778e+02 NaN
2025-03-23 24.644405 35.076776 53.490542 95.299796 227.284007 1.269270e+03 NaN
2025-03-30 23.674855 33.892210 52.134341 94.377194 233.593756 1.543878e+03 NaN
2025-04-06 22.608698 32.477635 50.218952 91.793860 232.502935 1.725030e+03 NaN
2025-04-13 21.378420 30.718263 47.517081 86.918693 220.542626 1.651433e+03 NaN
2025-04-20 21.392153 31.131829 49.102937 93.201816 259.390256 3.492550e+03 NaN
2025-04-27 21.418697 31.566011 50.774762 100.161910 309.376451 1.289379e+04 NaN
2025-05-04 21.002808 31.171802 50.701360 102.284219 337.059970 6.766986e+04 NaN
2025-05-11 20.384838 30.372940 49.709958 101.567467 347.733193 3.221644e+06 NaN
2025-05-18 19.812640 29.630729 48.785824 100.918561 358.973670 NaN NaN